Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 482 042 CHF | 162 181 CHF | 99,15% | 99,15% |
19/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 496 492 CHF | 166 997 CHF | 96,72% | 96,72% |
18/11/2024 | 0,92% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 485 850 CHF | 163 450 CHF | 97,60% | 97,60% |
15/11/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 448 216 CHF | 150 905 CHF | 96,19% | 96,19% |
14/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 455 301 CHF | 153 267 CHF | 98,88% | 98,88% |
13/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 439 625 CHF | 148 042 CHF | 98,75% | 98,75% |
12/11/2024 | 1,01% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 441 988 CHF | 148 829 CHF | 99,32% | 99,32% |
11/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 450 083 CHF | 151 528 CHF | 98,31% | 98,31% |
08/11/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 432 525 CHF | 145 675 CHF | 98,16% | 98,16% |
07/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 442 975 CHF | 149 158 CHF | 98,74% | 98,74% |